+713.8%
MOD vs Z
-54.8%
+768.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -10.6% | +3.4% | -4.6% |
| 7D | -34.2% | -2.3% | -31.9% | -34.4% |
| 30D | -51.9% | +9.4% | -61.2% | -54.0% |
| 3M | -53.0% | -16.1% | -36.9% | -51.9% |
| 6M | -66.4% | -30.4% | -35.9% | -63.9% |
| YTD | -31.5% | -55.6% | +24.1% | -16.5% |
| 1Y | -39.6% | -58.5% | +19.0% | -24.6% |
| 3Y | +116.8% | -19.6% | +136.5% | +111.0% |
| 5Y | +713.8% | -54.1% | +767.9% | +723.6% |
| All | +713.8% | -54.8% | +768.6% | +723.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling